Access Statistics for Nathan Lassance
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Maximizing the Out-of-Sample Sharpe Ratio | 0 | 0 | 2 | 33 | 4 | 7 | 23 | 91 |
| Optimal Portfolio Diversification via Independent Component Analysis | 0 | 0 | 0 | 0 | 2 | 7 | 11 | 26 |
| Portfolio Selection: A Target-Distribution Approach | 0 | 0 | 0 | 7 | 1 | 3 | 4 | 12 |
| Total Working Papers | 0 | 0 | 2 | 40 | 7 | 17 | 38 | 129 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A comparison of pricing and hedging performances of equity derivatives models | 0 | 0 | 0 | 8 | 2 | 3 | 6 | 30 |
| Minimum Rényi entropy portfolios | 0 | 0 | 0 | 7 | 4 | 5 | 9 | 42 |
| Portfolio selection with parsimonious higher comoments estimation | 0 | 0 | 0 | 5 | 6 | 9 | 10 | 40 |
| Reconciling mean-variance portfolio theory with non-Gaussian returns | 0 | 1 | 1 | 5 | 2 | 6 | 10 | 25 |
| Total Journal Articles | 0 | 1 | 1 | 25 | 14 | 23 | 35 | 137 |
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